+381.4%
NDAQ vs ELF
+357.0%
+24.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | -2.4% | +5.4% | -7.8% | -3.0% |
| 30D | +2.5% | +27.0% | -24.5% | -0.2% |
| 3M | +9.9% | +113.2% | -103.3% | +1.3% |
| 6M | +9.4% | +36.6% | -27.1% | +5.1% |
| YTD | +0.4% | +44.2% | -43.8% | -4.4% |
| 1Y | +4.0% | -18.0% | +22.0% | +3.7% |
| 3Y | +94.4% | -19.9% | +114.3% | +84.1% |
| 5Y | +56.7% | +257.7% | -201.0% | +18.1% |
| All | +381.4% | +357.0% | +24.4% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling